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Revision as of 20:04, 5 March 2024
scientific article; zbMATH DE number 6027860
Language | Label | Description | Also known as |
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English | PORTFOLIO OPTIMIZATION UNDER PARTIAL INFORMATION WITH EXPERT OPINIONS |
scientific article; zbMATH DE number 6027860 |
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PORTFOLIO OPTIMIZATION UNDER PARTIAL INFORMATION WITH EXPERT OPINIONS (English)
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24 April 2012
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portfolio optimization
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hidden Markov model
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dynamic programming
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